
Igor Halperin – 08/12/22
Quantcast – a Risk.net Cutting Edge podcast
Quant Finance - What Are the Applications of Reinforcement Learning?
Most things that we're doing quant finance is uh does amount to reinforcement learning so what are the examples per following like eight. All these problems of you know asset allocation and per follower management or wealth management are essentially versions of the same problem of dynamic optimization of some sort of a portfolio under different constraints with different frequency etc right? The main challenge is that you never know when it works and when it doesn't when it switches when it stops to work, he says. i see you have alluded to the fact that you've been a long time skeptic of neural networks but for enforcement learning and uh investor enforcement learning you think the potential application go well beyond the asset allocation one that you presented here can